Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 98'396 | 98'396 | 109'002 CHF | 109'988 CHF | 99.99% | 99.99% |
12.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 220'000 | 220'000 | 91'493 | 91'493 | 109'220 CHF | 110'136 CHF | 99.90% | 99.90% |
11.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 98'424 | 98'424 | 106'974 CHF | 107'960 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 1.04 CHF | 1.05 CHF | 220'000 | 220'000 | 98'466 | 98'466 | 98'984 CHF | 99'970 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.99 CHF | 1.00 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 92'551 CHF | 93'537 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 88'688 CHF | 89'674 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 220'000 | 220'000 | 97'958 | 97'958 | 92'762 CHF | 93'745 CHF | 99.63% | 99.63% |
04.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 69'245 CHF | 69'949 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 220'000 | 220'000 | 98'414 | 98'414 | 94'405 CHF | 95'391 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 220'000 | 220'000 | 98'586 | 98'586 | 85'114 CHF | 86'101 CHF | 99.99% | 99.99% |